CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2770 |
1.2684 |
-0.0086 |
-0.7% |
1.2555 |
| High |
1.2798 |
1.2711 |
-0.0087 |
-0.7% |
1.2802 |
| Low |
1.2675 |
1.2636 |
-0.0039 |
-0.3% |
1.2509 |
| Close |
1.2697 |
1.2647 |
-0.0050 |
-0.4% |
1.2697 |
| Range |
0.0123 |
0.0075 |
-0.0048 |
-39.0% |
0.0293 |
| ATR |
0.0096 |
0.0095 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
125,504 |
58,275 |
-67,229 |
-53.6% |
484,336 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2890 |
1.2843 |
1.2688 |
|
| R3 |
1.2815 |
1.2768 |
1.2668 |
|
| R2 |
1.2740 |
1.2740 |
1.2661 |
|
| R1 |
1.2693 |
1.2693 |
1.2654 |
1.2679 |
| PP |
1.2665 |
1.2665 |
1.2665 |
1.2658 |
| S1 |
1.2618 |
1.2618 |
1.2640 |
1.2604 |
| S2 |
1.2590 |
1.2590 |
1.2633 |
|
| S3 |
1.2515 |
1.2543 |
1.2626 |
|
| S4 |
1.2440 |
1.2468 |
1.2606 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3548 |
1.3416 |
1.2858 |
|
| R3 |
1.3255 |
1.3123 |
1.2778 |
|
| R2 |
1.2962 |
1.2962 |
1.2751 |
|
| R1 |
1.2830 |
1.2830 |
1.2724 |
1.2896 |
| PP |
1.2669 |
1.2669 |
1.2669 |
1.2703 |
| S1 |
1.2537 |
1.2537 |
1.2670 |
1.2603 |
| S2 |
1.2376 |
1.2376 |
1.2643 |
|
| S3 |
1.2083 |
1.2244 |
1.2616 |
|
| S4 |
1.1790 |
1.1951 |
1.2536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2802 |
1.2509 |
0.0293 |
2.3% |
0.0123 |
1.0% |
47% |
False |
False |
100,953 |
| 10 |
1.2802 |
1.2509 |
0.0293 |
2.3% |
0.0097 |
0.8% |
47% |
False |
False |
56,180 |
| 20 |
1.2802 |
1.2458 |
0.0344 |
2.7% |
0.0091 |
0.7% |
55% |
False |
False |
28,822 |
| 40 |
1.2802 |
1.2085 |
0.0717 |
5.7% |
0.0088 |
0.7% |
78% |
False |
False |
14,497 |
| 60 |
1.2802 |
1.2061 |
0.0741 |
5.9% |
0.0083 |
0.7% |
79% |
False |
False |
9,719 |
| 80 |
1.2802 |
1.2061 |
0.0741 |
5.9% |
0.0071 |
0.6% |
79% |
False |
False |
7,342 |
| 100 |
1.2877 |
1.2061 |
0.0816 |
6.5% |
0.0067 |
0.5% |
72% |
False |
False |
5,875 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0061 |
0.5% |
56% |
False |
False |
4,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3030 |
|
2.618 |
1.2907 |
|
1.618 |
1.2832 |
|
1.000 |
1.2786 |
|
0.618 |
1.2757 |
|
HIGH |
1.2711 |
|
0.618 |
1.2682 |
|
0.500 |
1.2674 |
|
0.382 |
1.2665 |
|
LOW |
1.2636 |
|
0.618 |
1.2590 |
|
1.000 |
1.2561 |
|
1.618 |
1.2515 |
|
2.618 |
1.2440 |
|
4.250 |
1.2317 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2674 |
1.2712 |
| PP |
1.2665 |
1.2690 |
| S1 |
1.2656 |
1.2669 |
|